The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
Covariance matrix: A matrix that describes the variance and covariance between multiple variables, indicating how much the variables change together. Power of a test: The probability that the test ...
where nused is the number of non-missing observations and np is the number of estimable parameters. The standard error reported for the parameters is the sqrt of the ...